+207.2%
C vs SIRI
-7.8%
+214.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.3% |
| 7D | +4.7% | -3.7% | +8.4% | +5.9% |
| 30D | +0.2% | +20.4% | -20.3% | -5.3% |
| 3M | -9.3% | +12.5% | -21.8% | -12.7% |
| 6M | -0.8% | +23.4% | -24.3% | -7.5% |
| YTD | +8.5% | +65.2% | -56.7% | -8.2% |
| 1Y | +23.1% | +52.4% | -29.3% | +6.7% |
| 3Y | +220.8% | -22.6% | +243.4% | +223.9% |
| 5Y | +112.4% | -41.7% | +154.1% | +121.7% |
| All | +207.2% | -7.8% | +214.9% | +157.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SIRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling